+1,034.5%
MTSI vs EPAM
+748.9%
+285.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -10.7% | +0.8% | -11.5% | -11.1% |
| 30D | -29.0% | +24.9% | -53.9% | -33.9% |
| 3M | -14.7% | +22.6% | -37.3% | -21.9% |
| 6M | -20.1% | +24.2% | -44.3% | -29.4% |
| YTD | +36.1% | -33.0% | +69.1% | +44.5% |
| 1Y | +61.7% | -13.3% | +75.1% | +57.1% |
| 3Y | +210.7% | -42.9% | +253.6% | +232.5% |
| 5Y | +212.8% | -80.8% | +293.7% | +340.1% |
| 10Y | +519.2% | +122.5% | +396.7% | +272.6% |
| All | +1,034.5% | +748.9% | +285.5% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling